diff --git a/matlab/nonlinear-filters/src/nonlinear_kalman_filter.m b/matlab/nonlinear-filters/src/nonlinear_kalman_filter.m index 9e118b995..cf4339473 100644 --- a/matlab/nonlinear-filters/src/nonlinear_kalman_filter.m +++ b/matlab/nonlinear-filters/src/nonlinear_kalman_filter.m @@ -169,7 +169,9 @@ for t=1:sample_size return end end - lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ; +% lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ; + lik(t) = log( sum(probability2(Y(:,t),H_lower_triangular_cholesky,tmp(mf1,:)).*weights,1) ) ; +% lik(t) = log(sum(probability2(Y(:,t),PredictedObservedVarianceSquareRoot,tmp(mf1,:)).*weights,1) ) ; end LIK = -sum(lik(start:end));